+347.5%
HL vs ALM
+3,525.2%
-3,177.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -5.6% | -7.2% | +1.6% | -5.5% |
| 30D | -16.2% | -26.4% | +10.2% | -16.1% |
| 3M | -20.5% | -38.6% | +18.1% | -20.4% |
| 6M | -31.7% | -61.0% | +29.3% | -31.6% |
| YTD | -26.4% | -7.4% | -19.0% | -26.2% |
| 1Y | -4.3% | +14.0% | -18.3% | -4.1% |
| 3Y | +276.9% | +844.4% | -567.6% | +280.8% |
| 5Y | +124.1% | +410.8% | -286.7% | +126.1% |
| 10Y | +144.6% | +2,084.7% | -1,940.1% | +151.5% |
| All | +347.5% | +3,525.2% | -3,177.7% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling